+812.9%
TTMI vs WING
-33.6%
+846.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -5.0% | -4.1% |
| 7D | +7.5% | -2.3% | +9.8% | +7.8% |
| 30D | -4.5% | -5.6% | +1.2% | -4.1% |
| 3M | -28.5% | -22.9% | -5.6% | -26.4% |
| 6M | +28.4% | -50.4% | +78.8% | +41.4% |
| YTD | +80.1% | -53.3% | +133.4% | +97.9% |
| 1Y | +161.0% | -61.2% | +222.3% | +195.3% |
| 3Y | +862.4% | -30.1% | +892.5% | +825.6% |
| 5Y | +812.9% | -35.0% | +847.9% | +693.6% |
| All | +812.9% | -33.6% | +846.5% | +693.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling